+22.9%
SBUX vs ICE
-7.7%
+30.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | -5.5% | -2.4% | -3.1% | -5.0% |
| 30D | -8.5% | +4.0% | -12.5% | -9.1% |
| 3M | -2.9% | +13.7% | -16.6% | -5.2% |
| 6M | -1.5% | +0.9% | -2.5% | -1.2% |
| YTD | +19.4% | -2.1% | +21.5% | +18.4% |
| 1Y | +22.9% | -9.5% | +32.5% | +22.1% |
| All | +22.9% | -7.7% | +30.7% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ICE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling